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QuantLib::BackwardFlat – Backward-flat interpolation factory and traits.

Synopsis

#include <ql/math/interpolations/backwardflatinterpolation.hpp>

Public Member Functions

template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

Static Public Attributes

static const bool global = false

static const Size requiredPoints = 2

Detailed Description

Backward-flat interpolation factory and traits.

Author

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